Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.22% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 25'734 | 25'734 | 37'615 CHF | 38'029 CHF | 99.68% | 99.68% |
15.05.2024 | 1.31% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 25'997 | 25'997 | 35'849 CHF | 36'264 CHF | 99.78% | 99.78% |
14.05.2024 | 1.30% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 25'842 | 25'842 | 35'982 CHF | 36'396 CHF | 99.94% | 99.94% |
13.05.2024 | 1.23% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 26'092 | 26'092 | 37'991 CHF | 38'407 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 26'061 | 26'061 | 41'003 CHF | 41'437 CHF | 99.57% | 99.57% |
08.05.2024 | 1.34% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 24'837 | 24'837 | 42'616 CHF | 43'105 CHF | 97.39% | 97.39% |
07.05.2024 | 1.37% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 26'074 | 26'074 | 44'815 CHF | 45'338 CHF | 99.99% | 99.99% |
06.05.2024 | 1.14% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 26'033 | 26'033 | 40'975 CHF | 41'390 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 26'046 | 26'046 | 40'893 CHF | 41'309 CHF | 99.02% | 99.02% |
02.05.2024 | 1.18% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 26'088 | 26'088 | 39'616 CHF | 40'032 CHF | 99.75% | 99.75% |